+486.7%
GS vs FCEL
-99.1%
+585.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +11.5% | -11.9% | -1.0% |
| 7D | -3.2% | -11.2% | +8.0% | -2.7% |
| 30D | -2.4% | -45.8% | +43.4% | +0.4% |
| 3M | -15.7% | -51.0% | +35.2% | -13.2% |
| 6M | -6.8% | -22.2% | +15.5% | -7.8% |
| YTD | -0.1% | +36.3% | -36.3% | -4.8% |
| 1Y | +12.1% | +29.0% | -16.9% | +6.8% |
| 3Y | +185.8% | -70.9% | +256.7% | +179.3% |
| 5Y | +140.1% | -96.3% | +236.4% | +150.4% |
| All | +486.7% | -99.1% | +585.8% | +538.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FCEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling